Comparison of stochastic mortality model for wider age range

The incorporation of non-linear pattern of early ages has opened new research directions on improving the existing stochastic mortality model structure. Several authors have outlined the importance of encompassing the full age range in dealing with longevity risk exposure by not to ignore the depend...

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Bibliographic Details
Main Authors: Mohd. Nor, Siti Rohani, Yusof, Fadhilah, Bahar, Arifah
Format: Article
Language:English
Published: Penerbit UTM Press 2018
Subjects:
Online Access:http://eprints.utm.my/id/eprint/85697/1/SitiRohaniMohd2018_ComparisonofStochasticMortalityModelforWider.pdf
http://eprints.utm.my/id/eprint/85697/
http://dx.doi.org/10.11113/matematika.v34.n2.1014
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